+32.7%
KO vs FFIV
+25.9%
+6.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.9% |
| 7D | -1.8% | -1.0% | -0.8% | -1.9% |
| 30D | +1.4% | -5.1% | +6.5% | +1.0% |
| 3M | +15.4% | -4.5% | +19.8% | +14.9% |
| 6M | +14.3% | +36.5% | -22.2% | +16.9% |
| YTD | +27.7% | +53.0% | -25.3% | +31.6% |
| 1Y | +32.7% | +24.2% | +8.5% | +35.0% |
| All | +32.7% | +25.9% | +6.8% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling